There are a multitude of weathering techniques for aging rolling stock and locos but too lengthy to discuss here. Some use air brushing and ‘dry’ brushing as application methods. Materials can be paints, pastels and chalks or various chemicals that actually react with the object. I suggest you either subscribe to one of the several model railroading magazines which frequently have articles exploring the various methods and/or purchase a book online or elsewhere that covers the topic in detail.

Hope this points you in the right direction,

Geof